+454.2%
MDLZ vs MTB
+532.4%
-78.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | +1.7% | -3.5% | -2.1% |
| 30D | -2.1% | -4.2% | +2.1% | -1.3% |
| 3M | +1.3% | +8.9% | -7.5% | -0.5% |
| 6M | +6.2% | +10.9% | -4.7% | +3.8% |
| YTD | +15.8% | +21.5% | -5.7% | +10.9% |
| 1Y | +4.1% | +21.9% | -17.8% | -0.5% |
| 3Y | -4.1% | +109.2% | -113.3% | -19.8% |
| 5Y | +13.4% | +102.0% | -88.6% | -6.6% |
| 10Y | +75.7% | +171.9% | -96.2% | +27.6% |
| All | +454.2% | +532.4% | -78.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling